Benoît Legat

If it's using the JuMP's interface, we could include them in the JuMP's doc as well. @odow thoughts ?

See https://github.com/oxfordcontrol/OSQP.jl/pull/61#discussion_r319766863 for the remaining issue

What's your version of Julia and OSQP.jl ? Post Julia v1.3, this package should use OSQP_jll which is build using https://github.com/JuliaPackaging/Yggdrasil/blob/master/O/OSQP/build_tarballs.jl which seems to targer `0.6.2`. Pre Juila v1.3, you're...

@vineetbansal Did you start it in a branch that we could take a look at ? Or can we give it a try ?

I think a rebase should be enough my comments were pretty minor

One example is this function which could be defined on `AbstractBlockDiagonal`: https://github.com/invenia/BlockDiagonals.jl/blob/master/src/blockdiagonal.jl#L122-L126 So that we don't have to copy past it for SDPA and CSDP block diagonal matrices.

This is due to the fact that the block diagonal matrix struct is a wrapper on top of a block diagonal matrix stored by a C-library. I have an API...

Not that new: Version 0.5.0-dev+1491 (2015-11-27 16:54 UTC) Commit 41fb1ba (109 days old master)

Yes, exactly

Yes I'll try to break this down but as I said, as soon as I change something the problem disappear :( I'll tell you when I have something more precise...